If the Pee models don't work on your game, type "mp_consistency 0" on your console screen, before start a game.
#NOTE: If you type this, you'll be unable to play on-line, so i suggest you to make backup files before installing any skins. By the way, it's highly recomended that you don't use Pees or/and wees, because they have more polys than the max of the HL1 engine polys, so they will slow down your game. It's a personal opinion, but the file still have those models.